Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
31/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
30/03/2015 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
27/03/2015 | 8.98% | 0.15 | 0.16 | 400,000 | 50,000 | 400,000 | 50,000 | 52,784 | 7,210 | 100.00% | 100.00% |
26/03/2015 | 8.42% | 0.13 | 0.14 | 400,000 | 50,000 | 399,793 | 50,000 | 57,193 | 7,761 | 99.98% | 99.98% |
25/03/2015 | 9.29% | 0.11 | 0.12 | 300,000 | 50,000 | 300,000 | 50,000 | 33,107 | 6,053 | 100.00% | 100.00% |
24/03/2015 | 8.81% | 0.10 | 0.12 | 300,000 | 50,000 | 300,000 | 50,000 | 39,257 | 7,125 | 98.75% | 98.75% |
23/03/2015 | 4.26% | 0.22 | 0.23 | 300,000 | 50,000 | 111,890 | 50,000 | 29,669 | 14,117 | 99.45% | 99.45% |
20/03/2015 | 4.13% | 0.30 | 0.31 | 100,000 | 50,000 | 100,000 | 50,000 | 31,104 | 16,207 | 96.04% | 96.04% |